+208.8%
ALLE vs RRC
+67.7%
+141.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -1.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.5% |
| 30D | +25.9% | +25.2% | +0.7% | +23.1% |
| 3M | +14.9% | +27.4% | -12.5% | +12.1% |
| 6M | +42.1% | +27.0% | +15.1% | +38.5% |
| YTD | +20.4% | +46.3% | -25.9% | +15.5% |
| 1Y | +14.9% | +37.1% | -22.3% | +10.8% |
| 3Y | +90.1% | +60.2% | +29.9% | +79.1% |
| 5Y | +53.0% | +136.6% | -83.7% | +36.6% |
| 10Y | +208.8% | +68.8% | +140.0% | +150.4% |
| All | +208.8% | +67.7% | +141.1% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling